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Pricing VXX option with default risk and positive volatility skew

✍ Scribed by Qunfang Bao; Shenghong Li; Donggeng Gong

Book ID: 116437090
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 472 KB
Volume: 223
Category: Article
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2012.06.006

No coin nor oath required. For personal study only.

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